Yonggan zhao
Professor
Department of EconomicsÂ
Dalhousie University
Canada
Biography
Dr. YONGGAN ZHAO is affiliated to Department of Economics , Dalhousie University. Dr. YONGGAN ZHAO is currently providing services as Professor. Dr. YONGGAN ZHAO has authored I145and co-authored multiple peer-reviewed scientific papers and presented works at many national and International conferences. Dr. YONGGAN ZHAO contributions have acclaimed recognition from honourable subject experts around the world. Dr. YONGGAN ZHAO is actively associated with different societies and academies. Dr. YONGGAN ZHAO academic career is decorated with several reputed awards and funding. Dr. YONGGAN ZHAO research interests include Professor Zhao’s research interests include asset pricing and investment, Derivative securities pricing and hedging, risk management, and credit rating models. His work is interdisciplinary and collaborative. His research contributes to both theory and practice..
Research Interest
Professor Zhao’s research interests include asset pricing and investment, Derivative securities pricing and hedging, risk management, and credit rating models. His work is interdisciplinary and collaborative. His research contributes to both theory and practice.
Publications
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How does the Fortune's Formula–Kelly Capital growth model perform? MacLean, L.C., Thorp, E., Zhao, Y., & Ziemba, W.T.  Journal of Portfolio Management 37, 96-111 (2011)
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A dynamic investment model with control on portfolio’s worst outcome Zhao, Y., Haussmann, U., & Ziemba, W.  Mathematical Finance 13, 481-501 (2003)
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Time-consistent investment policies in Markovian markets: A case of mean–variance analysis Chen, Z., Li, G., & Zhao, Y. Journal of Economic Dynamics and Control 40(C), 293-316 (2014)
